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03/14/2023
Automatic Locally Stationary Time Series Forecasting with application to predicting U.K. Gross Value Added Time Series under sudden shocks caused by the COVID pandemic
Accurate forecasting of the U.K. gross value added (GVA) is fundamental ...
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12/06/2022
Good Practices and Common Pitfalls in Climate Time Series Changepoint Techniques: A Review
Climate changepoint (homogenization) methods abound today, with a myriad...
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08/17/2021
Modelling Time-Varying First and Second-Order Structure of Time Series via Wavelets and Differencing
Most time series observed in practice exhibit time-varying trend (first-...
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08/16/2021
Detecting changes in covariance via random matrix theory
A novel method is proposed for detecting changes in the covariance struc...
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07/22/2021
Graphical Influence Diagnostics for Changepoint Models
Changepoint models enjoy a wide appeal in a variety of disciplines to mo...
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06/23/2021
Changepoint Detection: An Analysis of the Central England Temperature Series
This paper presents a statistical analysis of structural changes in the ...
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02/21/2021
Autocovariance Estimation in the Presence of Changepoints
This article studies estimation of a stationary autocovariance structure...
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01/06/2021
A Comparison of Single and Multiple Changepoint Techniques for Time Series Data
This paper describes and compares several prominent single and multiple ...
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04/27/2020
The Local Partial Autocorrelation Function and Some Applications
The classical regular and partial autocorrelation functions are powerful...
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01/15/2020
